#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Termstructures.Volatility.Optionlet;
namespace Cephei.QL.Cashflows
{
    /// <summary> 
	/// ! Black-formula pricer for capped/floored Ibor coupons
	/// </summary>
    [Guid ("80BAE1CA-28B7-40b7-8E02-8508ECA51140"),ComVisible(true)]
	public interface IBlackIborCouponPricer : Cephei.QL.Cashflows.IIborCouponPricer
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double CapletPrice(Double effectiveCap);
        /// <summary> 
		/// 
		/// </summary>
		 Double CapletRate(Double effectiveCap);
        /// <summary> 
		/// 
		/// </summary>
		 Double FloorletPrice(Double effectiveFloor);
        /// <summary> 
		/// 
		/// </summary>
		 Double FloorletRate(Double effectiveFloor);
        /// <summary> 
		/// ===========================================================================// BlackIborCouponPricer                        // ===========================================================================
		/// </summary>
		 IBlackIborCouponPricer Initialize(Cephei.QL.Cashflows.IFloatingRateCoupon coupon);
        /// <summary> 
		/// 
		/// </summary>
		 Double SwapletPrice {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double SwapletRate {get;}
    }   

    /// <summary> 
	/// ! Black-formula pricer for capped/floored Ibor coupons Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBlackIborCouponPricer_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IBlackIborCouponPricer Create (Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Termstructures.Volatility.Optionlet.IOptionletVolatilityStructure> v);
    }
}

